问题如下图:
选项:
A.
B.
C.
解释:
b0和b1是怎么求出来的?
NO.PZ201709270100000402 2. Baseon Exhibit 1, the precteWTI oil prifor September 2015 using the log-linetrenmol is closest to: $29.75. $29.98. $116.50. C is correct. The prectevalue for periot from a log-linetrenis calculatelny∧t=b∧0+b∧1(tln{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(tlny∧t=b∧0+b∧1(t September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lny∧tln{\overset\wee y}_tlny∧t= 3.3929 + 0.0075(182) lny∧tln{\overset\wee y}_tlny∧t = 4.7579 y∧t{\overset\wee y}_ty∧t = e4.7579 = $116.50 Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 为啥不是加error呢?= 3.3929 + 0.0075(182) + error
$29.98. $116.50. C is correct. The prectevalue for periot from a log-linetrenis calculatelny∧t=b∧0+b∧1(tln{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(tlny∧t=b∧0+b∧1(t September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lny∧tln{\overset\wee y}_tlny∧t= 3.3929 + 0.0075(182) lny∧tln{\overset\wee y}_tlny∧t = 4.7579 y∧t{\overset\wee y}_ty∧t = e4.7579 = $116.50 Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 想问一下表格中截距和斜率下面括号中的数字代表什么意思?
$29.98. $116.50. C is correct. The prectevalue for periot from a log-linetrenis calculatelny∧t=b∧0+b∧1(tln{\overset\wee y}_t={\overset\wee b}_0+{\overset\wee b}_1(tlny∧t=b∧0+b∧1(t September 2015 is the first month out of sample, or t = 182. So, the prectevalue for September 2015 is calculatefollows: lny∧tln{\overset\wee y}_tlny∧t= 3.3929 + 0.0075(182) lny∧tln{\overset\wee y}_tlny∧t = 4.7579 y∧t{\overset\wee y}_ty∧t = e4.7579 = $116.50 Therefore, the precteWTI oil prifor September 2015, baseon the loglinetrenmol, is $116.50. 题干中intercept一行里面给出的括号里的数字是什么?
这道题中,题干中linear和log linear括号里的数字代表什么意思啊?time series模型里面的slope(b1)是可以表述成trean